Stock Selection for Downside Mitigation
The Janus Henderson Upside Maximization Protocol Indices (JUMP) seek to minimize exposure to downside volatility while maximizing exposure to upside risk when utilized in connection with principal protected products.
The JUMP proprietary methodology follows a three-step process:
Stock Selection for Downside Mitigation
Volatility Control Mechanism for Stabilizing Returns
Participation Enhancement Process
Cumulative Return (%) | Annualized Return (%) | Max Drawdown | Volatility | Downside Volatility | Sharpe Ratio | Sortino Ratio |
---|
1 month | 3 month | 6 month | YTD | 1 year | 3 year | 5 year | 10 year | Since inception date (12/31/2019) |
|
---|---|---|---|---|---|---|---|---|---|
Total return (%) | -0.00 | 14.16 | 12.89 | 21.58 | 34.10 | 5.16 | 7.23 | 9.58 | 6.50 |
Excess return (%) relative to the S&P 500 Composite TR USD | -1.21 | 10.16 | 2.45 | 0.61 | -1.00 | -5.98 | -9.23 | -3.84 | -7.73 |
Displays the historical weights of each GICS sector in the index, at the index quarterly rebalance
Ticker | JUMPID Index |
Base Date | 01/31/2000 |
Inception Date | 12/31/2019 |
Number of Components | 100 |
Eligible Universe | Solactive US Large Cap Index |
Rebalancing Frequency | Multiple |
Publishing Frequency | Daily |
Weighting Methodology | Proprietary Weighting Methodology |